
arXiv: 2410.13395
ABSTRACTWhen solving linear systems , , and are given, but the measurements often contain corruptions. Inspired by recent work on the quantile‐randomized Kaczmarz method, we propose an acceleration of the randomized Kaczmarz method in the uncorrupted setting using quantile information. We show that the proposed acceleration converges faster than the randomized Kaczmarz algorithm. In addition, we show that our proposed approach can be used in conjunction with the quantile‐randomized Kaczmarz algorithm, without adding additional computational complexity, to produce both a fast and robust iterative method for solving large, sparsely corrupted linear systems that are sufficiently well‐conditioned. Our extensive experimental results support the use of the revised algorithm.
Iterative numerical methods for linear systems, Numerical solutions to overdetermined systems, pseudoinverses, quantile methods, sparse corruption, FOS: Mathematics, Mathematics - Numerical Analysis, Numerical Analysis (math.NA), randomized iterative methods, Probabilistic models, generic numerical methods in probability and statistics, Kaczmarz method
Iterative numerical methods for linear systems, Numerical solutions to overdetermined systems, pseudoinverses, quantile methods, sparse corruption, FOS: Mathematics, Mathematics - Numerical Analysis, Numerical Analysis (math.NA), randomized iterative methods, Probabilistic models, generic numerical methods in probability and statistics, Kaczmarz method
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 1 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
